You can make a string out of your JSON like this:

import json
json_str = json.dumps(r.json())

And then save it as a regular text file using standard methods.

with open(filename, 'w') as f:
    f.write(json_str)

EDIT: as pointed out in comments by @Tomalak, this code does double conversion, which is clearly not needed here. So you can just

with open(filename, 'w') as f:
    f.write(r.text)

Ok so I had a lot of trouble interacting with the site. I decided to just go with the webbrowser library.

import webbrowser
chrome_path="C:xxx\\Google\\Chrome\\Application\\chrome.exe"
webbrowser.register('chrome', None,webbrowser.BackgroundBrowser(chrome_path))
url = 'http://testsite/csv?date=2019-07-18'

Setting chrome to download files automatically populates my download folder from where i can automate everything else :)

Get data from the URL and then call json.loads e.g.

Python3 example:

import urllib.request, json 
with urllib.request.urlopen("http://maps.googleapis.com/maps/api/geocode/json?address=google") as url:
    data = json.loads(url.read().decode())
    print(data)

Python2 example:

import urllib, json
url = "http://maps.googleapis.com/maps/api/geocode/json?address=google"
response = urllib.urlopen(url)
data = json.loads(response.read())
print data

The output would result in something like this:

{
"results" : [
    {
    "address_components" : [
        {
            "long_name" : "Charleston and Huff",
            "short_name" : "Charleston and Huff",
            "types" : [ "establishment", "point_of_interest" ]
        },
        {
            "long_name" : "Mountain View",
            "short_name" : "Mountain View",
            "types" : [ "locality", "political" ]
        },
        {
...